How to do Multivariate Regression Analysis in Matlab

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Sebastian Daneli
Sebastian Daneli on 10 Nov 2021
Answered: Sahil Jain on 16 Nov 2021
Let's say that I have the model
and the data
X=[1 1 1 1 1; 0 1 2 3 4]';
Y=[1 4 3 8 9; -1 -1 2 3 2]';
How can I fit and evaluate this multivariate data in Matlab?
  1 Comment
Sargondjani
Sargondjani on 10 Nov 2021
X(:,1) consists of constants, so I assme you want to regress:
a1 = regress(Y(:,1),X);
a2 = regress(Y(:,2),X);
If you really want to regress Y(:,1) on X(:,1) you will only estimate the mean (since X(:,1) consists of ones). Note that B(0,1) and B(1,1) are collinear, in that case.

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Accepted Answer

Sahil Jain
Sahil Jain on 16 Nov 2021
Hi Sebastian. You can use the "mvregress" function to do multivariate linear regression in MATLAB.
X=[1 1 1 1 1; 0 1 2 3 4]';
Y=[1 4 3 8 9; -1 -1 2 3 2]';
beta = mvregress(X,Y)
beta = 2×2
1.0000 -1.0000 2.0000 1.0000

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